ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 117-11 117-14 0-03 0.1% 115-09
High 117-22 117-16 -0-06 -0.2% 117-26
Low 117-04 116-28 -0-08 -0.2% 114-24
Close 117-15 117-11 -0-04 -0.1% 117-22
Range 0-18 0-20 0-02 11.1% 3-02
ATR 0-30 0-29 -0-01 -2.4% 0-00
Volume 314,118 176,987 -137,131 -43.7% 960,177
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-04 118-27 117-22
R3 118-16 118-07 117-16
R2 117-28 117-28 117-15
R1 117-19 117-19 117-13 117-14
PP 117-08 117-08 117-08 117-05
S1 116-31 116-31 117-09 116-26
S2 116-20 116-20 117-07
S3 116-00 116-11 117-06
S4 115-12 115-23 117-00
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 125-30 124-28 119-12
R3 122-28 121-26 118-17
R2 119-26 119-26 118-08
R1 118-24 118-24 117-31 119-09
PP 116-24 116-24 116-24 117-00
S1 115-22 115-22 117-13 116-07
S2 113-22 113-22 117-04
S3 110-20 112-20 116-27
S4 107-18 109-18 116-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-26 116-02 1-24 1.5% 0-24 0.6% 73% False False 266,069
10 117-26 114-15 3-11 2.8% 0-29 0.8% 86% False False 147,210
20 118-02 114-15 3-19 3.1% 0-30 0.8% 80% False False 75,149
40 118-02 113-11 4-23 4.0% 0-29 0.8% 85% False False 37,773
60 119-00 113-05 5-27 5.0% 0-26 0.7% 72% False False 25,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-05
2.618 119-04
1.618 118-16
1.000 118-04
0.618 117-28
HIGH 117-16
0.618 117-08
0.500 117-06
0.382 117-04
LOW 116-28
0.618 116-16
1.000 116-08
1.618 115-28
2.618 115-08
4.250 114-07
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 117-09 117-11
PP 117-08 117-10
S1 117-06 117-10

These figures are updated between 7pm and 10pm EST after a trading day.

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